+347.0%
ELF vs CNI
+136.3%
+210.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.4% |
| 7D | +4.3% | -1.1% | +5.3% | +4.9% |
| 30D | +7.7% | +7.6% | +0.1% | +3.2% |
| 3M | +24.7% | +1.6% | +23.1% | +23.3% |
| 6M | +114.6% | +16.6% | +98.0% | +94.8% |
| YTD | +55.8% | +31.3% | +24.5% | +30.8% |
| 1Y | +51.9% | +35.2% | +16.7% | +25.3% |
| 3Y | +24.6% | +21.5% | +3.1% | +8.8% |
| 5Y | +279.2% | +8.5% | +270.7% | +248.0% |
| 10Y | +338.7% | +142.9% | +195.8% | +155.9% |
| All | +347.0% | +136.3% | +210.7% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling